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Efficient quadrature and node positioning for exotic option valuation

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Published

Standard

Efficient quadrature and node positioning for exotic option valuation. / Chung, S L; Ko, K; Shackleton, M B et al.
In: Journal of Futures Markets, Vol. 30, No. 11, 2010, p. 1026-1057.

Research output: Contribution to Journal/Magazine › Journal article › peer-review

Harvard

Chung, SL, Ko, K, Shackleton, MB & Yeh, CT 2010, 'Efficient quadrature and node positioning for exotic option valuation', Journal of Futures Markets, vol. 30, no. 11, pp. 1026-1057.

APA

Chung, S. L., Ko, K., Shackleton, M. B., & Yeh, C. T. (2010). Efficient quadrature and node positioning for exotic option valuation. Journal of Futures Markets, 30(11), 1026-1057.

Vancouver

Chung SL, Ko K, Shackleton MB, Yeh CT. Efficient quadrature and node positioning for exotic option valuation. Journal of Futures Markets. 2010;30(11):1026-1057.

Author

Chung, S L ; Ko, K ; Shackleton, M B et al. / Efficient quadrature and node positioning for exotic option valuation. In: Journal of Futures Markets. 2010 ; Vol. 30, No. 11. pp. 1026-1057.

Bibtex

@article{3ea6e9e257eb4c5f859665a0d583fe2b,
title = "Efficient quadrature and node positioning for exotic option valuation",
author = "Chung, {S L} and K Ko and Shackleton, {M B} and Yeh, {C T}",
year = "2010",
language = "English",
volume = "30",
pages = "1026--1057",
journal = "Journal of Futures Markets",
issn = "0270-7314",
publisher = "Wiley-Liss Inc.",
number = "11",

}

RIS

TY - JOUR

T1 - Efficient quadrature and node positioning for exotic option valuation

AU - Chung, S L

AU - Ko, K

AU - Shackleton, M B

AU - Yeh, C T

PY - 2010

Y1 - 2010

M3 - Journal article

VL - 30

SP - 1026

EP - 1057

JO - Journal of Futures Markets

JF - Journal of Futures Markets

SN - 0270-7314

IS - 11

ER -